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Computational Statistics & Data Analysis

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1999, Volume 32, Issue 2

1999, Volume 32, Issue 1

• 1-17 An estimator of the mutual information based on a criterion for conditional independence
  by Darbellay, Georges A.
• 19-27 An algorithm for maximum likelihood estimation in the three parameter Burr XII distribution
  by Watkins, Alan J.
• 29-46 A unified approach to estimating population size for a births only model
  by Chen, Cathy W. S. & Lee, Shen-Ming & Hsieh, Ying-Hen & Ungchusak, Kumnuan
• 47-67 Statistical methods in criminal inference using DNA fingerprints
  by Lee, Hye-Seung & Lee, Jae Won
• 69-77 Estimation following group sequential tests with repeated measurements data
  by Lee, Jae Won & DeMets, David L.
• 79-100 The truncated mean of an asymmetric distribution
  by Marazzi, A. & Ruffieux, C.

1999, Volume 31, Issue 4

• 377-396 A parallel solver for generalised additive models
  by Hegland, Markus & McIntosh, Ian & Turlach, Berwin A.
• 397-416 A program for sequential allocation of three Bernoulli populations
  by Hardwick, Janis & Oehmke, Robert & Stout, Quentin F.
• 417-439 A parallel implementation of the maximum likelihood method in positron emission tomography image reconstruction
  by Jones, H. & Mitra, G. & Parkinson, D. & Spinks, T.
• 441-456 Re-engineering statistical software for efficient parallel execution
  by Murphy, K. & Clint, M. & Perrott, R. H.
• 457-474 Parallel implementation of a multilevel modelling package
  by Bull, J. M. & Riley, G. D. & Rasbash, J. & Goldstein, H.
• 475-486 The optimal discretization of probability density functions
  by Christofides, A. & Tanyi, B. & Christofides, S. & Whobrey, D. & Christofides, N.

1999, Volume 31, Issue 3

• 255-278 A general algorithm for obtaining simple structure of core arrays in N-way PCA with application to fluorometric data
  by Andersson, Claus A. & Henrion, Rene
• 279-293 An entropic approach to dimensionality reduction on discrete processes
  by del Moral, M. J. & Valderrama, M. J.
• 295-310 Block length selection in the bootstrap for time series
  by Buhlmann, Peter & Kunsch, Hans R.
• 311-321 Optimal unconditional test in 2x2 multinomial trials
  by Andres, Martin & Garcia, Tapia
• 323-339 Finite-sample performance of alternative estimators for autoregressive models in the presence of outliers
  by Meintanis, S. G. & Donatos, G. S.
• 341-353 Local influence in ridge regression
  by Shi, Lei & Wang, Xueren

1999, Volume 31, Issue 2

• 131-145 Beta kernel estimators for density functions
  by Chen, Song Xi
• 147-158 An accurate, non-iterative approximation for studentized range quantiles
  by Gleason, John R.
• 159-186 Exact inference on stratified two-stage Markov chain models
  by Hirji, Karim F. & Johnson, Timothy D.
• 187-202 The threshold bootstrap and threshold jackknife
  by Park, Daesu & Willemain, Thomas R.
• 203-225 Bartlett corrections in cointegration testing
  by Jacobson, Tor & Larsson, Rolf
• 227-238 A comparison of a mixture likelihood method and the EM algorithm for an estimation problem in animal carcinogenicity studies
  by Moon, Hojin & Ahn, Hongshik & Kodell, Ralph L. & Pearce, Bruce A.

1999, Volume 31, Issue 1

• 1-11 Some computational issues in cluster analysis with no a priori metric
  by Coleman, Dan & Dong, Xioapeng & Hardin, Johanna & Rocke, David M. & Woodruff, David L.
• 13-26 On computing the largest fraction of missing information for the EM algorithm and the worst linear function for data augmentation
  by Fraley, Chris
• 27-37 On the accuracy of statistical procedures in Microsoft Excel 97
  by McCullough, B. D. & Wilson, Berry
• 39-58 Cluster tests for geographical areas with binary data
  by Gebhardt, Friedrich
• 59-87 Bayesian ordinal and binary regression models with a parametric family of mixture links
  by Lang, Joseph B.
• 89-108 Monte Carlo Bayesian methods for quantitative traits
  by Lin, Shili

1999, Volume 30, Issue 4

• 359-379 A least squares algorithm for a mixture model for compositional data
  by Mooijaart, Ab & van der Heijden, Peter G. M. & van der Ark, L. Andries
• 381-392 Displaying a clustering with CLUSPLOT
  by Pison, Greet & Struyf, Anja & Rousseeuw, Peter J.
• 393-401 A new test against an umbrella alternative and the associated simultaneous confidence intervals
  by Hayter, A. J. & Liu, W.
• 403-412 An exact Cochran-Armitage test for trend when dose-response shapes are a priori unknown
  by Neuhauser, Markus & Hothorn, Ludwig A.
• 413-427 One-sided tests in generalized linear dose-response models
  by Paula, Gilberto A.
• 429-441 The mean-shift outlier model in general weighted regression and its applications
  by Wei, Wen Hsiang & Fung, Wing Kam
• 443-455 Contextual classification in image analysis: an assessment of accuracy of ICM
  by Arbia, Giuseppe & Benedetti, Roberto & Espa, Giuseppe
• 457-469 Small-sample properties of some tests for unit root with data-based choice of the degree of augmentation
  by Oke, T. & Lyhagen, J.
• 477-478 Nonresponse in household interview surveys : Robert M. Groves and Mick P. Couper (1998): John Wiley, New York, 344 pp., US $ 51.00, ISBN 0-471-18245-1
  by Warschburger, Sabine
• 478-479 Analysis of incomplete multivariate data : J.L. Shafer (1997): Chapman & Hall, London, 430 pp., GB [pound sign] 39.00, ISBN 0-412-04061-1
  by Schlittgen, Rainer

1999, Volume 30, Issue 3

• 253-270 An application of changepoint methods in studying the effect of age on survival in breast cancer
  by Contal, Cecile & O'Quigley, John
• 271-280 Estimation of the population spectrum with replicated time series
  by Hernandez-Flores, C. N. & Artiles-Romero, J. & Saavedra-Santana, P.
• 281-301 Applications of quasi-periodic oscillation models to seasonal small count time series
  by Higuchi, Tomoyuki
• 303-315 Operating characteristics of the standard phase I clinical trial design
  by Reiner, Ethan & Paoletti, Xavier & O'Quigley, John
• 317-341 Application of orthogonal arrays and MARS to inventory forecasting stochastic dynamic programs
  by Chen, Victoria C. P.

1999, Volume 30, Issue 2

• 119-142 Goodness-of-fit analysis for multivariate normality based on generalized quantiles
  by Beirlant, J. & Mason, D. M. & Vynckier, C.
• 143-168 An assessment of finite sample performance of adaptive methods in density estimation
  by Farmen, Mark & Marron, J. S.
• 169-184 PRESS model selection in repeated measures data
  by Liu, Honghu & Weiss, Robert E. & Jennrich, Robert I. & Wenger, Neil S.
• 185-196 Two semi-parametric empirical Bayes estimators
  by Pan, Wei & Louis, Thomas A.
• 197-204 On the maximum-likelihood analysis of the general linear model in categorical data
  by Paulino, Carlos Daniel M. & Silva, Giovani Loiola
• 205-219 A Monte Carlo comparison of several high breakdown and efficient estimators
  by You, Jiazhong
• 221-228 A dynamic plot for the specification of curvature in linear regression
  by Seo, Han Son

1999, Volume 30, Issue 1

• 1-11 Improved feasible solution algorithms for high breakdown estimation
  by Hawkins, Douglas M. & Olive, David J.
• 13-17 The lower bound method in probit regression
  by Bohning, Dankmar
• 19-30 A semi-Bayesian method for nonparametric density estimation
  by de Bruin, R. & Salome, D. & Schaafsma, W.
• 31-44 A t-distribution plot to detect non-multinormality
  by Liang, Jia-Juan & Bentler, Peter M.
• 45-55 A test for a difference between spectral peak frequencies
  by Timmer, J. & Lauk, M. & Vach, W. & Lucking, C. H.
• 57-66 Power family of transformation for Cox's regression with random effects
  by Yau, Kelvin K. W. & McGilchrist, C. A.
• 67-86 Reducing bias in curve estimation by use of weights
  by Hall, Peter & Turlach, Berwin A.
• 87-102 A comparison between neural networks and chaotic models for exchange rate prediction
  by Lisi, Francesco & Schiavo, Rosa A.

1999, Volume 29, Issue 4

• 387-410 Hyperparameter estimation in forecast models
  by Lopes, Hedibert Freitas & Moreira, Ajax R. Bello & Schmidt, Alexandra Mello
• 411-427 Estimation of posterior density functions from a posterior sample
  by Oh, Man-Suk
• 429-444 Monte Carlo EM with importance reweighting and its applications in random effects models
  by Quintana, Fernando A. & Liu, Jun S. & Pino, Guido E. del
• 445-469 Diagnostics for nonlinearity in generalized linear models
  by Cai, Zongwu & Tsai, Chih-Ling
• 471-483 Maximum likelihood estimation for linear regression models with right censored outcomes and missing predictors
  by Meng, Xiangyi & Schenker, Nathaniel
• 485-499 On least-squares estimation of the residual variance in the first-order moving average model
  by Mentz, R. P. & Morettin, P. A. & Toloi, C. M. C.

1999, Volume 29, Issue 3

• 253-259 An efficient algorithm for computing quantiles of the noncentral chi-squared distribution
  by Ding, Cherng G.
• 261-273 Identifying multiple discordant observations: a computer intensive approach
  by Venter, J. H. & Viljoen, H.
• 275-284 Rank-based tests for interactions in a two-way design
  by Wilcox, Rand R.
• 285-294 Automatic aggregation of categories in multivariate contingency tables using information theory
  by Ocerin, J. M. Caridad & Mohedano, R. Espejo & Segador, A. Gallego
• 295-312 Kriging by local polynomials
  by Host, Gudmund
• 313-324 Estimating binary multilevel models through indirect inference
  by Mealli, Fabrizia & Rampichini, Carla
• 325-343 Reparameterisation Issues in Mixture Modelling and their bearing on MCMC algorithms
  by Robert, Christian P. & Mengersen, Kerrie L.
• 345-368 A numerical study of large sparse matrix exponentials arising in Markov chains
  by Sidje, Roger B. & Stewart, William J.

1998, Volume 29, Issue 2

• 129-144 A rank test for equality of two multivariate populations vs a particular ordered alternative
  by Chen, Yi-Ju & Hewett, John & Wang, Yazhen & Johnson, Jane
• 145-161 A procedure for the detection of multivariate outliers
  by Kosinski, Andrzej S.
• 163-176 Resampled quantile functions for error estimation and a relationship to density estimation
  by LeBlanc, Michael
• 177-189 Multifactor analysis of variance based on the aligned rank transform technique
  by Mansouri, H.
• 191-211 Nonparametric tail estimation using a double bootstrap method
  by Caers, Jef & Dyck, Jozef Van
• 213-216 A corrected normal approximation for the Student's t distribution
  by Li, Baibing & Moor, Bart De
• 217-229 Design keys, pseudo-factors and general balance
  by Payne, Roger W.
• 231-238 Alternative equations for combining the results of Kalman filters
  by Taplin, Ross H.

1998, Volume 29, Issue 1

• 1-26 Image analysis with partially ordered markov models
  by Cressie, Noel & Davidson, Jennifer L.
• 27-34 Estimation in partially linear models
  by Eubank, R. L. & Kambour, E. L. & Kim, J. T. & Klipple, K. & Reese, C. S. & Schimek, M.
• 35-53 Best- and worst-case variances when bounds are available for the distribution function
  by Fishman, George S. & Rubin, David S.
• 55-68 Parameter and quantile estimation for a fatigue model
  by Dupuis, D. J.
• 69-79 Unmasking outliers in two-way contingency tables
  by Yick, John S. & Lee, Andy H.
• 81-103 Minimum Hellinger distance estimation for Poisson mixtures
  by Karlis, Dimitris & Xekalaki, Evdokia
• 107-115 Fisher's Mid-P-value arrangement in 2x2 Comparative trials
  by Martin Andres, A. & Sanchez Quevedo, M. J. & Silva Mato, A.
• 116-115 Feelings from last COMPSTAT
  by Aluja-Banet, Tomas
• 117-115 Compstat'98 -- a bridge between statistical theory and computational applied statistics
  by Kaarik, Ene
• 118-119 Participants' views of meetings : Compstat 98 - one person's view
  by Nash, John C.

1998, Volume 28, Issue 4

• 339-351 Improving the accuracy of goodness-of-fit tests based on Rao's divergence with small sample size
  by Pardo, M. C.
• 353-369 Wavelet regression for random or irregular design
  by Antoniadis, Anestis & Dinh Tuan Pham
• 371-386 A multivariate version of Ghosh's T3-plot to detect non-multinormality
  by Fang, Kai-Tai & Li, Run-Ze & Liang, Jia-Juan
• 387-411 Models for the association between ordinal variables
  by Lapp, Krista & Molenberghs, Geert & Lesaffre, Emmanuel
• 413-431 A unified framework for significance testing in fractional factorials
  by Langsrud, Oyvind & Naes, Tormod
• 435-431 IASC Elections 1999 Call for CANDIDATES
  by Edler, Lutz
• 435-431 5th Summer School of ERS IASC 3rd Millennium Challenge for Industrial Statistics
  by Kitsos, Christos P. & Antoch, Jaromir

1998, Volume 28, Issue 3

• 243-256 Alternative Gee estimation procedures for discrete longitudinal data
  by Park, Taesung & Davis, Charles S. & Li, Ning
• 257-270 Robust bivariate boxplots and multiple outlier detection
  by Zani, Sergio & Riani, Marco & Corbellini, Aldo
• 271-281 On the relative efficiency of estimators of population total in unequal probability sampling when study variable has weak relationship with size variable
  by Agarwal, S. K. & Kumar, P.
• 283-296 Lattices and dual lattices in optimal experimental design for Fourier models
  by Bates, R. A. & Riccomagno, E. & Schwabe, R. & Wynn, H. P.
• 297-306 Simultaneous prediction intervals for autoregressive-integrated moving-average models: A comparative study
  by Siu Hung Cheung & Ka Ho Wu & Wai Sum Chan
• 307-324 Three-way SIMPLIMAX for oblique rotation of the three-mode factor analysis core to simple structure
  by Kiers, Henk A. L.
• 327-324 Telegram
  by Pesarin, Fortunato & Salmaso, Luigi
• 327-330 IASC news
  by Asano, Chooichiro

1998, Volume 28, Issue 2

• 131-137 On the use of random walks to estimate correlation in fitness landscapes
  by Greenwood, Garrison W. & Hu, Xiaobo (Sharon)
• 139-155 Order-restricted inference for monotone trend alternatives in contingency tables
  by Agresti, Alan & Coull, Brent A.
• 157-169 Nearest-neighbor classification with categorical variables
  by Buttrey, Samuel E.
• 171-191 Smoothing non-Gaussian time series with autoregressive structure
  by Grunwald, Gary K. & Hyndman, Rob J.
• 193-209 Direct generalized additive modeling with penalized likelihood
  by Marx, Brian D. & Eilers, Paul H. C.
• 211-215 Operational equations for data in rectangular array
  by Silver, G. L.
• 217-223 Small-sample comparison of McCullagh and Nair analyses for nominal-ordinal categorical data
  by Best, D. J. & Rayner, J. C. W. & Stephens, L. G.
• 225-232 A method for calculating probability convolution using "ternary" numbers with application in the determination of twin zygosity
  by Zhao, J. H. & Sham, P. C.

1998, Volume 28, Issue 1

• 1-32 Some practical estimation procedures for variance components
  by Khattree, Ravindra
• 33-50 Computation of the NPMLE of distribution functions for interval censored and truncated data with applications to the Cox model
  by Pan, Wei & Chappell, Rick
• 51-76 Informational complexity criteria for regression models
  by Bozdogan, Hamparsum & Haughton, Dominique M. A.
• 77-85 A Bayesian bivariate failure time regression model
  by Damien, Paul & Muller, Peter
• 87-103 Bayesian predictive simultaneous variable and transformation selection in the linear model
  by Hoeting, Jennifer A. & Ibrahim, Joseph G.
• 105-113 Detecting influential covariates in a growth curve model
  by Liu, Aiyi
• 118-121 Net news
  by Thomas, Shannon
• 122-123 IASC News
  by Soofi, Ehsan S.

1998, Volume 27, Issue 4

• 371-388 Parameter estimation in latent profile models
  by Dunmur, A. P. & Titterington, D. M.
• 389-399 Exact calculations for the repeated many-one test
  by Qin Wang
• 401-419 Treatment comparisons with screenable endpoints
  by Chan, I. S. F. & Hillman, D. & Louis, T. A.
• 421-431 On the Lagrange gamma distribution
  by Famoye, Felix & Govindarajulu, Z.
• 433-443 A graphical approach for evaluating and comparing designs for nonlinear models
  by Khuri, AndreI. & Lee, Juneyoung
• 445-459 Estimating correlation matrices that have common eigenvectors
  by Schott, James R.
• 461-484 A clustering algorithm for identifying multiple outliers in linear regression
  by Sebert, David M. & Montgomery, Douglas C. & Rollier, Dwayne A.
• 487-495 Revisiting the pseudorandom number generator ran1 from the NUMERICAL RECIPES
  by Antoch, Jaromir & Deshouillers, Jean-Marc & Purnaba, Gusti Putu

1998, Volume 27, Issue 3

• 257-270 Theory and method for constrained estimation in structural equation models with incomplete data
  by Tang, Man-Lai & Bentler, Peter M.
• 271-289 An algorithm to generate samples of multi-variate distributions with correlated marginals
  by van der Geest, P. A. G.
• 291-309 Estimating population proportions from imputed data
  by Nordbotten, Svein
• 311-331 Principal classifications analysis: a method for generating consensus dendrograms and its application to three-way data
  by Vichi, Maurizio
• 333-344 Comparisons of approximate tail probabilities for the shape parameter of the gamma distribution
  by Wong, Augustine C. M. & Jianrong Wu
• 345-354 Forecast modelling for rotations of principal axes of multidimensional data sets
  by Huiwen Wang & Qiang Liu
• 357-361 Nonparametric comparisons of medians of survival functions
  by Frick, Hans

1998, Volume 27, Issue 2

• 125-139 The use of conditionally conjugate priors in the study of ratios of gamma scale parameters
  by Arnold, Barry C. & Castillo, Enrique & Sarabia, JoseMaria
• 141-150 Asymmetric quadratic loss adjustments for a predictive t variable
  by Cain, Michael
• 151-170 Overdispersion: Models and estimation
  by Hinde, John & Demetrio, Clarice G. B.
• 171-194 A Gibbs sampling approach to estimation and prediction of time-varying-parameter models
  by Min, Chung-ki
• 195-208 Bayesian analysis of a change-point in exponential families with applications
  by Lee, Chung-Bow
• 209-227 Statistical methods in surveying by trilateration
  by Navidi, William & Murphy, William S. & Hereman, Willy
• 229-235 Fisher consistency of GEE models under link misspecification
  by Park, Chongsun & Weisberg, Sanford
• 239-245 Using covariates in loglinear models with sampling zeros; A cautionary note
  by Dessens, Jos & Jansen, Wim & van der Heijden, Peter G. M.

1998, Volume 27, Issue 1

• 1-9 Assessing fast Fourier transform algorithms
  by Hirji, Karim F.
• 11-26 Estimating the variance of the LAD regression coefficients
  by Furno, Marilena
• 27-31 Weighing experiments with n [identical to] 2 (mod 4) observations
  by Koukouvinos, Christos
• 33-46 Analysis of structural equation models with censored or truncated data via EM algorithm
  by Tang, Man-Lai & Lee, Sik-Yum
• 47-60 A comparison between rosenblatt's estimator and parametric density estimators for determining test limits
  by Albers, W. & Kallenberg, W. C. M. & Otten, G. D.
• 61-81 A comparison of techniques of estimation in long-memory processes
  by Bisaglia, Luisa & Guegan, Dominique
• 83-97 An experimental comparison of gradient methods in econometric duration analysis
  by Carling, Kenneth & Soderberg, Hans
• 99-112 Statistical inference for geometric processes with lognormal distribution
  by Lam Yeh & So Kuen Chan
• 113-112 Erratum to "Maximum likelihood parameter estimation in the three-parameter gamma distribution" : [Computational Statistics & Data Analysis 20, 343-354 (1995)]
  by Hirose, H.

1998, Volume 26, Issue 4

• 393-410 Maximum likelihood restoration and choice of smoothing parameter in deconvolution of image data subject to Poisson noise
  by Hudson, H. Malcolm & Lee, Thomas C. M.
• 411-424 Ordinal principal component analysis theory and an application
  by Korhonen, Pekka & Siljamaki, Aapo
• 425-436 A quantitative method for identifying active contrasts in unreplicated factorial designs based on the half-normal plot
  by Lawson, John & Grimshaw, Scott & Burt, Jason
• 437-443 Diagnostic check for monotone spread
  by McLeod, A. Ian
• 445-460 An alternative way to compute Fourier amplitude sensitivity test (FAST)
  by Saltelli, Andrea & Bolado, Ricardo
• 461-484 Multiple comparison procedures with the average for exponential location parameters
  by Wu, Shu-Fei & Chen, Hubert J.
• 491-492 COMPSTAT'98 registration form (please print in a fixed-width font)
  by Lane, Peter
• 494-495 Current IASC officers IASC executives 1997-1999
  by Hudson, Malcolm

1998, Volume 26, Issue 3

• 259-277 Bootstrap confidence intervals for tail indices
  by Caers, Jef & Beirlant, Jan & Vynckier, Petra
• 279-302 Modeling publication bias using weighted distributions in a Bayesian framework
  by Larose, Daniel T. & Dey, Dipak K.
• 303-311 A supremum version of logrank test for detecting late occurring survival differences
  by Lee, Jae Won & Sather, Harland N.
• 313-326 Multiple outliers detection through reweighted least deviances
  by Luceno, Alberto
• 327-349 Misspecifying the likelihood for clustered binary data
  by Molenberghs, Geert & Declerck, Lieven & Aerts, Marc
• 351-371 A simulation program for adaptive two stage designs
  by Bauer, M. & Bauer, P. & Budde, M.
• 375-377 On the accuracy of statistical distributions in Microsoft Excel 97
  by Knusel, Leo
• 377-378 Time Series Analysis -- Nonstationary and noninvertible distribution theory : Katsuo Tanaka (1996): New York: Wiley, ISBN 0-471-14191-7, x + 623 pages, $ 70.00
  by Kramer, Walter
• 378-379 Methods and Applications of Linear Models -- Regression and the Analysis of Variance : Ronald R. Hocking (1996): Wiley Series in Probability and Statistics, ISBN 0-471-59282-X, pp. 731, [pound sign] 55.00
  by Trenkler, Gotz
• 379-379 Information : Call for Papers 10th International Conference on Scienctific and Statistical Database Management (SSDBM) Capri, Italy -- July 1-3, 1998
  by Galway, Lionel

1997, Volume 26, Issue 2

• 117-132 Computing the exact distribution of the extremes of sums of consecutive spacings
  by Huffer, Fred W. & Chien-Tai Lin
• 133-148 Some simple methods for generating correlated categorical variates
  by Lee, A. J.
• 149-161 Quadrature methods for computing distributions
  by Routledge, Rick & Tsao, Min
• 163-176 Smoothed bootstrap confidence intervals with discrete data
  by Guerra, Rudy & Polansky, Alan M. & Schucany, William R.
• 177-198 Improving parameter tests in covariance structure analysis
  by Yuan, Ke-Hai & Bentler, Peter M.
• 199-218 A combined adaptive-mixtures/plug-in estimator of multivariate probability densities
  by Cwik, J. & Koronacki, J.
• 219-233 Design and analysis for a two-level factorial experiment in the presence of variance heterogeneity
  by Mays, Darcy P. & Myers, Raymond H.
• 235-233 Erratum
  by Martin Andres, A. & Silva Mato, A.
• 239-250 A SASR macro for the multivariate extension of the Kruskal-Wallis test including multiple comparisons: Randomization and [varkappa]2 criteria
  by May, Warren L. & Johnson, William D.

1997, Volume 26, Issue 1

• 1-15 Sparse matrix tools for Gaussian models on lattices
  by Smith, S. P.
• 17-37 Integrating robust clustering techniques in S-PLUS
  by Struyf, Anja & Hubert, Mia & Rousseeuw, Peter J.
• 39-52 Leverage, residual, and interaction diagnostics for subsets of cases in least squares regression
  by Barrett, Bruce E. & Gray, J. Brian
• 53-69 The size and power of the exact bivariate symmetry test
  by Hilton, Joan F. & Gee, Lauren
• 71-82 Multivariate regression splines
  by Chen, Lin-An
• 83-99 The permutation distribution of the Friedman test
  by Rohmel, Joachim
• 101-99 Erratum
  by McCulloch, J. Huston & Panton, Don B.
• 105-99 Satellite meeting on industrial statistics: Aims and computational aspects August 16-17, 1997, Athens, Greece
  by Antoch, Jaromir
• 107-106 Probability -- A survey of the mathematical theory : John W. Lamperti (1996): 2nd ed. New York: Wiley, ISBN 0-471-15407-5, pp. 189, [pound sign] 32.50
  by Ugarte, M. Dolores
• 108-109 Ordinal and symbolic data analysis : E. Diday, Y. Lechevallier, O. Opitz (eds.) (1996): Springer, ISBN 3-540-61081-2; pp. 372, DM 135.00
  by Lenz, Hans-Joachim
• 107-108 Probability and statistical inference : Robert Bartoszynski and Magdalena Niewiadomska-Bugaj (1996): Wiley, New York, pp. 826, ISBN 0-471-31073-5, [pound sign] 50.00
  by Ugarte, M. Dolores
• 105-106 ISI satellite conference on industrial statistics: Aims and computational aspects, Athens, Greece, 16-17 August 1997
  by Salmaso, Luigi

1997, Volume 25, Issue 4

• 377-398 Length modified ridge regression
  by Aldrin, Magne
• 399-415 Estimating the square root of a density via compactly supported wavelets
  by Pinheiro, Aluisio & Vidakovic, Brani
• 417-439 Nonlinear and nonnormal filters using Monte Carlo methods
  by Tanizaki, Hisashi
• 441-452 An adaptive test against ordered alternatives
  by Beier, F. & Buning, H.
• 453-464 Stayers in mixed Markov renewal models
  by Oskrochi, G. R. & Davies, R. B.
• 465-490 Two Taylor-series approximation methods for nonlinear mixed models
  by Wolfinger, Russell D. & Xihong Lin

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